Average cost optimality of partially observed MDPs: contraction of nonlinear filters and existence of optimal solutions and approximations
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Publication:6640586
DOI10.1137/24M1643736MaRDI QIDQ6640586FDOQ6640586
Ali Devran Kara, Serdar Yüksel, Yunus Emre Demirci
Publication date: 20 November 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Markov and semi-Markov decision processes (90C40) Optimal stochastic control (93E20)
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